ENGINE LIGHT DON'T WORK

In our Hyundai Atos Multi 1998 the engine check light doesn't (light ups) work if I put the key to start the engine. The car is also using a lot of petrol either. I suspect that de ECM is not working (no voltage)? And doesn't feed the engine light. How can I check that? Which wire (colorcode) is feeding the engine light? There 's no voltage on the lambdasonde (miust be about 12-13 V) aswell.